+87.9%
BBY vs ALC
+30.4%
+57.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.5% | -0.8% |
| 7D | +4.5% | -1.1% | +5.6% | +4.9% |
| 30D | +16.8% | +16.0% | +0.8% | +9.6% |
| 3M | +23.2% | +0.8% | +22.4% | +22.7% |
| 6M | +91.9% | +16.8% | +75.1% | +78.7% |
| YTD | +61.6% | -5.5% | +67.1% | +63.3% |
| 1Y | +43.9% | -5.3% | +49.1% | +45.2% |
| 3Y | +88.6% | +4.1% | +84.6% | +78.6% |
| 5Y | -3.1% | -7.1% | +4.0% | -5.1% |
| All | +87.9% | +30.4% | +57.5% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling